Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49315.55 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45250.41 Kr¶

PnL: ---------------------------------------> 194.41 Kr¶

DD now: ---------------------------------> -7.163 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:36:33.729102'

Anic Portfolio¶

Today¶

Return: -0.811 %¶

This Week¶

Return: 0.025 %¶

Total portfolio value¶

Return including deposits: 61.446 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1664.100000 195.100000 13.280000 1468.999998
Orrön Energy 180 -0.530000 2190.600000 147.600000 7.220000 2043.000000
Atrium Ljungberg B 5 -0.400000 991.000000 56.000000 5.990000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sedana Medical 93 -3.770000 2561.220000 40.220000 1.600000 2521.000011
Sagax B 4 -0.450000 893.200000 39.200000 4.590000 854.000000
Hexatronic Group 12 0.410000 1005.840000 38.840000 4.020000 966.999996
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.600000 897.000000 33.000000 3.820000 864.000000
OX2 13 1.970000 973.700000 23.700000 2.490000 949.999999
Bilia A 8 0.610000 921.600000 21.600000 2.400000 900.000000
HEXPOL B 9 0.790000 1035.900000 14.900000 1.460000 1020.999996
BioGaia B 8 -0.760000 943.200000 13.200000 1.420000 930.000000
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.490000 958.980000 2.980000 0.310000 956.000001
AcadeMedia 8 -0.980000 402.400000 0.400000 0.100000 402.000000
Clas Ohlson B 12 -1.520000 969.000000 -4.000000 -0.410000 972.999996
ASSA ABLOY B 3 -0.810000 773.400000 -5.600000 -0.720000 779.000001
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
VEF 909 -3.620000 1839.820000 -10.180000 -0.550000 1850.000436
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
SKF B 5 -0.190000 916.500000 -23.500000 -2.500000 940.000000
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
Indutrade 5 -0.420000 1185.000000 -33.000000 -2.710000 1218.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Latour B 4 -0.740000 810.000000 -47.000000 -5.480000 857.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.800000 1042.200000 -66.800000 -6.020000 1109.000001
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -2.350000 3352.700000 -108.300000 -3.130000 3461.000010
TOTAL 45252.470000 196.470000 -7.1655% 45056.000411

Updated:¶

'2023-07-05 11:35:17.923211'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶